6533b85afe1ef96bd12b9869
RESEARCH PRODUCT
Drift-controlled anomalous diffusion: a solvable Gaussian model
Rosario N. MantegnaFabrizio Lillosubject
PhysicsStatistical Mechanics (cond-mat.stat-mech)Stochastic processAnomalous diffusionFOS: Physical sciencesLangevin equationsymbols.namesakeExponential growthExponentsymbolsRelaxation (physics)Statistical physicsGaussian network modelBrownian motionCondensed Matter - Statistical Mechanicsdescription
We introduce a Langevin equation characterized by a time dependent drift. By assuming a temporal power-law dependence of the drift we show that a great variety of behavior is observed in the dynamics of the variance of the process. In particular diffusive, subdiffusive, superdiffusive and stretched exponentially diffusive processes are described by this model for specific values of the two control parameters. The model is also investigated in the presence of an external harmonic potential. We prove that the relaxation to the stationary solution is power-law in time with an exponent controlled by one of model parameters.
| year | journal | country | edition | language |
|---|---|---|---|---|
| 2000-01-14 | Physical review. E, Statistical physics, plasmas, fluids, and related interdisciplinary topics |